methodSR function

Regularization criterion types

methodSR(
  phi = "vpi",
  l = 1,
  s = 1/2,
  maxiter = 1000,
  epsilon = 1e-06,
  bailout = 10
)

Arguments

• phi: character string describing structural relevance used in the regularization process. Allowed values are "vpi" for Variable Powered Inertia and "cv" for Component Variance. Default to "vpi".
• l: is an integer argument (>1) tuning the importance of variable bundle locality.
• s: is a numeric argument (in [0,1]) tuning the strength of structural relevance with respect to goodness of fit.
• maxiter: integer for maximum number of iterations of SR function
• epsilon: positive convergence threshold
• bailout: integer argument

Returns

an object of class method.SCGLR